Anic Equity¶

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Total return since start: 0.709 %¶

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Equity now: -----------------------------> 52189.3 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 48070.63 Kr¶

PnL: ---------------------------------------> -861.37 Kr¶

DD now: ---------------------------------> -1.753 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-14 10:56:07.283517'

Anic Portfolio¶

Today¶

Return: 0.22 %¶

This Week¶

Return: -0.242 %¶

Total portfolio value¶

Return including deposits: 70.854 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 -0.930000 2332.000000 143.000000 6.530000 2189.000000
BHG Group 49 4.330000 685.510000 46.510000 7.280000 638.999984
Xvivo Perfusion 3 0.000000 882.000000 37.000000 4.380000 845.000001
Embracer Group B 26 3.300000 696.800000 34.800000 5.260000 661.999988
Vitrolife 3 2.430000 709.200000 32.200000 4.760000 677.000001
Volati 5 5.410000 604.000000 30.000000 5.230000 574.000000
Biotage 4 1.410000 632.800000 29.800000 4.940000 603.000000
Addtech B 3 0.080000 715.800000 15.800000 2.260000 699.999999
SynAct Pharma 9 0.410000 660.600000 15.600000 2.420000 645.000003
Eastnine 6 -1.240000 669.600000 12.600000 1.920000 657.000000
NCC B 7 1.230000 664.650000 10.650000 1.630000 653.999997
Svolder B 35 -0.320000 2185.750000 6.750000 0.310000 2179.000005
Fortnox 10 -0.410000 673.600000 5.600000 0.840000 668.000000
Humana 40 2.290000 677.600000 3.600000 0.530000 674.000000
Latour B 2 -0.580000 449.400000 0.400000 0.090000 449.000000
NCC A 6 -0.200000 598.800000 -0.200000 -0.030000 598.999998
Profoto Holding 7 0.240000 581.000000 -1.000000 -0.170000 581.999999
Indutrade 5 -0.750000 1318.500000 -1.500000 -0.110000 1320.000000
Addnode Group B 6 -1.740000 747.000000 -5.000000 -0.660000 751.999998
Nolato B 12 -0.930000 641.400000 -6.600000 -1.020000 648.000000
Sdiptech B 3 -1.460000 812.400000 -9.600000 -1.170000 822.000000
Sampo Oyj SDB 1 -0.900000 494.000000 -11.000000 -2.180000 505.000000
SCA A 4 -0.270000 586.400000 -12.600000 -2.100000 599.000000
Investor B 3 -0.580000 645.000000 -13.000000 -1.980000 657.999999
BONESUPPORT HOLDING 10 -0.080000 1209.000000 -15.000000 -1.230000 1224.000000
Lime Technologies 2 -3.950000 560.000000 -33.000000 -5.560000 593.000000
Ambea 68 1.050000 2491.520000 -45.480000 -1.790000 2537.000032
Creades A 7 -0.450000 546.350000 -64.650000 -10.580000 610.999998
Lundin Gold 7 -1.070000 907.200000 -66.800000 -6.860000 973.999999
Gaming Innovation Group 161 -0.780000 4113.550000 -74.450000 -1.780000 4187.999942
Sedana Medical 135 2.810000 4249.800000 -81.200000 -1.870000 4330.999935
Balco Group 39 -0.540000 1790.100000 -84.900000 -4.530000 1874.999997
Investor A 16 -0.690000 3441.600000 -103.400000 -2.920000 3545.000000
New Wave B 40 0.310000 3771.600000 -144.400000 -3.690000 3916.000000
Wästbygg Gruppen B 80 0.000000 2688.000000 -183.000000 -6.370000 2871.000000
Bactiguard Holding B 37 2.440000 2638.100000 -328.900000 -11.090000 2966.999993
TOTAL 48070.630000 -861.370000 -1.75272% 48931.999868

Updated:¶

'2023-06-14 10:56:24.881622'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶